Quantitative Financial Risk Management (Computational Risk Management) - Hardcover

Buch 1 von 10: Computational Risk Management
 
9783642193385: Quantitative Financial Risk Management (Computational Risk Management)
Hardcover
ISBN 10: 3642193382 ISBN 13: 9783642193385
Verlag: Springer, 2011

Inhaltsangabe

The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Included are traditional market and credit risk management models such as the Black-Scholes Option Pricing Model, the Vasicek Model, Factor models, CAPM models, GARCH models, KMV models and credit scoring models.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Von der hinteren Coverseite

The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Included are traditional market and credit risk management models such as the Black-Scholes Option Pricing Model, the Vasicek Model, Factor models, CAPM models, GARCH models, KMV models and credit scoring models.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3642193382
ISBN 13 
9783642193385
Einband
Gebundene Ausgabe
Anzahl der Seiten
348
Herausgeber
Wu Desheng Dash
Kontakt zum Hersteller
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Deutschland

Weitere beliebte Ausgaben desselben Titels

9783642268908: Quantitative Financial Risk Management (Computational Risk Management)

Vorgestellte Ausgabe

ISBN 10:  3642268900 ISBN 13:  9783642268908
Verlag: Springer, 2013
Softcover